-56.4%
CMCO vs VT
+66.2%
-122.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.5% |
| 7D | +7.7% | +1.0% | +6.7% | +6.0% |
| 30D | -8.1% | -0.2% | -7.8% | -7.6% |
| 3M | +49.7% | +4.5% | +45.2% | +42.3% |
| 6M | +11.7% | +14.1% | -2.3% | -5.9% |
| YTD | +9.0% | +14.8% | -5.8% | -8.5% |
| 1Y | +26.7% | +21.2% | +5.5% | -1.3% |
| 3Y | -45.6% | +76.6% | -122.2% | -73.7% |
| 5Y | -56.4% | +66.6% | -123.0% | -77.6% |
| All | -56.4% | +66.2% | -122.6% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling